I have DNN 3.x sites up and running fine.  I tried installing DNN 4 last month and gave up.  I too spent so much time on Google and in forums searching for what I was missing.  After reading these posts, I realized that there was really no place where people could submit alternate documentation if they did create something.  Perhaps there should be a separate DNN project devoted to just documentation development?  Ideally, people could search if someone else has written a guide for their specific configuration.  It might help newbies and seasoned professionals alike.  So many people are willing to explain in forums how to do things that perhaps those efforts could be captured in a way that allows people to zero in on a particular problem.  Perhaps even just have step 1, step 2, step 3, etc. with special posts for each step along the way for many of the most common configurations.

P.S.  I'm going to try again this weekend to get DNN going.  I'll keep track of what I did in case I'm successful.